I went to a private dealer to purchase a 2010 335xi with 33k miles. I noticed this on the vehicle, which made me feel slightly uncomfortable. Dealer tried to tell me that this is normal? I think not, but please correct me if I am wrong.

I'm going to guess the picture you took is of the left rear wheel well, facing toward the front of the car.

Yes, that is completely normal and the dealer was not lying. The part of the painted body panel that's rolled into the wheel well (that isn't explicitly visible when looking at the side of the car) does have that rough surface texture. I'm not entirely sure why, but I'd guess it may have to do with having a rough protective coating in the wheel well applied from the factory before the car's body is sprayed. The rear wheel wells also have that slight rolling from the factory as well (at least in the e92; not sure about e90s). If you're facing the left rear wheel, the "rolling" should start at the 10 o'clock position and carry all the way over to where the metal rear quarter panel meets the rear bumper.

I'm going to guess the picture you took is of the left rear wheel well, facing toward the front of the car.

Yes, that is completely normal and the dealer was not lying. The part of the painted body panel that's rolled into the wheel well (that isn't explicitly visible when looking at the side of the car) does have that rough surface texture. I'm not entirely sure why, but I'd guess it may have to do with having a rough protective coating in the wheel well applied from the factory before the car's body is sprayed. The rear wheel wells also have that slight rolling from the factory as well (at least in the e92; not sure about e90s). If you're facing the left rear wheel, the "rolling" should start at the 10 o'clock position and carry all the way over to where the metal rear quarter panel meets the rear bumper.

exactly right. I thought it looked odd too so I looked at a friends car, he has the same thing.